Squashed 'third_party/eigen/' content from commit 61d72f6

Change-Id: Iccc90fa0b55ab44037f018046d2fcffd90d9d025
git-subtree-dir: third_party/eigen
git-subtree-split: 61d72f6383cfa842868c53e30e087b0258177257
diff --git a/test/schur_complex.cpp b/test/schur_complex.cpp
new file mode 100644
index 0000000..5e86979
--- /dev/null
+++ b/test/schur_complex.cpp
@@ -0,0 +1,91 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2010,2012 Jitse Niesen <jitse@maths.leeds.ac.uk>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#include "main.h"
+#include <limits>
+#include <Eigen/Eigenvalues>
+
+template<typename MatrixType> void schur(int size = MatrixType::ColsAtCompileTime)
+{
+  typedef typename ComplexSchur<MatrixType>::ComplexScalar ComplexScalar;
+  typedef typename ComplexSchur<MatrixType>::ComplexMatrixType ComplexMatrixType;
+
+  // Test basic functionality: T is triangular and A = U T U*
+  for(int counter = 0; counter < g_repeat; ++counter) {
+    MatrixType A = MatrixType::Random(size, size);
+    ComplexSchur<MatrixType> schurOfA(A);
+    VERIFY_IS_EQUAL(schurOfA.info(), Success);
+    ComplexMatrixType U = schurOfA.matrixU();
+    ComplexMatrixType T = schurOfA.matrixT();
+    for(int row = 1; row < size; ++row) {
+      for(int col = 0; col < row; ++col) {
+	VERIFY(T(row,col) == (typename MatrixType::Scalar)0);
+      }
+    }
+    VERIFY_IS_APPROX(A.template cast<ComplexScalar>(), U * T * U.adjoint());
+  }
+
+  // Test asserts when not initialized
+  ComplexSchur<MatrixType> csUninitialized;
+  VERIFY_RAISES_ASSERT(csUninitialized.matrixT());
+  VERIFY_RAISES_ASSERT(csUninitialized.matrixU());
+  VERIFY_RAISES_ASSERT(csUninitialized.info());
+  
+  // Test whether compute() and constructor returns same result
+  MatrixType A = MatrixType::Random(size, size);
+  ComplexSchur<MatrixType> cs1;
+  cs1.compute(A);
+  ComplexSchur<MatrixType> cs2(A);
+  VERIFY_IS_EQUAL(cs1.info(), Success);
+  VERIFY_IS_EQUAL(cs2.info(), Success);
+  VERIFY_IS_EQUAL(cs1.matrixT(), cs2.matrixT());
+  VERIFY_IS_EQUAL(cs1.matrixU(), cs2.matrixU());
+
+  // Test maximum number of iterations
+  ComplexSchur<MatrixType> cs3;
+  cs3.setMaxIterations(ComplexSchur<MatrixType>::m_maxIterationsPerRow * size).compute(A);
+  VERIFY_IS_EQUAL(cs3.info(), Success);
+  VERIFY_IS_EQUAL(cs3.matrixT(), cs1.matrixT());
+  VERIFY_IS_EQUAL(cs3.matrixU(), cs1.matrixU());
+  cs3.setMaxIterations(1).compute(A);
+  VERIFY_IS_EQUAL(cs3.info(), size > 1 ? NoConvergence : Success);
+  VERIFY_IS_EQUAL(cs3.getMaxIterations(), 1);
+
+  MatrixType Atriangular = A;
+  Atriangular.template triangularView<StrictlyLower>().setZero(); 
+  cs3.setMaxIterations(1).compute(Atriangular); // triangular matrices do not need any iterations
+  VERIFY_IS_EQUAL(cs3.info(), Success);
+  VERIFY_IS_EQUAL(cs3.matrixT(), Atriangular.template cast<ComplexScalar>());
+  VERIFY_IS_EQUAL(cs3.matrixU(), ComplexMatrixType::Identity(size, size));
+
+  // Test computation of only T, not U
+  ComplexSchur<MatrixType> csOnlyT(A, false);
+  VERIFY_IS_EQUAL(csOnlyT.info(), Success);
+  VERIFY_IS_EQUAL(cs1.matrixT(), csOnlyT.matrixT());
+  VERIFY_RAISES_ASSERT(csOnlyT.matrixU());
+
+  if (size > 1)
+  {
+    // Test matrix with NaN
+    A(0,0) = std::numeric_limits<typename MatrixType::RealScalar>::quiet_NaN();
+    ComplexSchur<MatrixType> csNaN(A);
+    VERIFY_IS_EQUAL(csNaN.info(), NoConvergence);
+  }
+}
+
+void test_schur_complex()
+{
+  CALL_SUBTEST_1(( schur<Matrix4cd>() ));
+  CALL_SUBTEST_2(( schur<MatrixXcf>(internal::random<int>(1,EIGEN_TEST_MAX_SIZE/4)) ));
+  CALL_SUBTEST_3(( schur<Matrix<std::complex<float>, 1, 1> >() ));
+  CALL_SUBTEST_4(( schur<Matrix<float, 3, 3, Eigen::RowMajor> >() ));
+
+  // Test problem size constructors
+  CALL_SUBTEST_5(ComplexSchur<MatrixXf>(10));
+}